Testing coefficients of AR and bilinear time series models by a graphical approach

DOI10.1007/S11425-008-0082-3MaRDI QIDQ1042829zbMATHOpenAlexFDO

Authors Heung Wong, Xianhua Luo, Wai-cheung Ip, Yuan Li

Publication date 7 December 2009

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-008-0082-3

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90)

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Cites work

• scientific article; zbMATH DE number 992990 (Why is no real title available?)
• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• scientific article; zbMATH DE number 775916 (Why is no real title available?)
• Granger causality and path diagrams for multivariate time series
• Graphical modelling of multivariate time series
• Introduction to Graphical Modelling

Cited in

(3)

• A new parametric test for time series
• Graphical modeling for tests of ARMA models
• An omnibus test for the time series model AR(1).

Describes a project that uses

Uses Software

• MIM

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